Résumé
Inequality constrained minimization problems are often solved byconsidering a sequence of parameterized barrier functions. Each barrierfunction is approximately minimized and the relevant parameterssubsequently adjusted.It is common for the estimated solution to one barrier function problemto be used as a starting estimate for the next. However, this hasunfortunate repercussions for the standard Newton-like methods applied tothe barrier subproblem.In this note, we consider a class of alternative Newton methods whichattempt to avoid such difficulties.Such schemes have already proved of use in the Harwell Subroutine Libraryquadratic programming codes {\tt VE14} and {\tt VE19}.
langue originale | Anglais |
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Pages (de - à) | 17-33 |
Nombre de pages | 17 |
journal | Numerische Mathematik |
Volume | 68 |
Numéro de publication | 1 |
Les DOIs | |
Etat de la publication | Publié - 1 janv. 1994 |